FTSE 100 Index Future March 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 6,553.0 6,489.0 -64.0 -1.0% 6,766.0
High 6,580.0 6,540.0 -40.0 -0.6% 6,815.5
Low 6,457.0 6,478.5 21.5 0.3% 6,561.5
Close 6,506.0 6,522.0 16.0 0.2% 6,605.5
Range 123.0 61.5 -61.5 -50.0% 254.0
ATR 75.9 74.9 -1.0 -1.4% 0.0
Volume 114,565 172,512 57,947 50.6% 572,966
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 6,698.0 6,671.5 6,556.0
R3 6,636.5 6,610.0 6,539.0
R2 6,575.0 6,575.0 6,533.5
R1 6,548.5 6,548.5 6,527.5 6,562.0
PP 6,513.5 6,513.5 6,513.5 6,520.0
S1 6,487.0 6,487.0 6,516.5 6,500.0
S2 6,452.0 6,452.0 6,510.5
S3 6,390.5 6,425.5 6,505.0
S4 6,329.0 6,364.0 6,488.0
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 7,423.0 7,268.0 6,745.0
R3 7,169.0 7,014.0 6,675.5
R2 6,915.0 6,915.0 6,652.0
R1 6,760.0 6,760.0 6,629.0 6,710.5
PP 6,661.0 6,661.0 6,661.0 6,636.0
S1 6,506.0 6,506.0 6,582.0 6,456.5
S2 6,407.0 6,407.0 6,559.0
S3 6,153.0 6,252.0 6,535.5
S4 5,899.0 5,998.0 6,466.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,814.0 6,457.0 357.0 5.5% 101.0 1.5% 18% False False 139,967
10 6,815.5 6,457.0 358.5 5.5% 73.0 1.1% 18% False False 109,554
20 6,815.5 6,457.0 358.5 5.5% 65.5 1.0% 18% False False 98,824
40 6,815.5 6,349.0 466.5 7.2% 66.5 1.0% 37% False False 80,531
60 6,815.5 6,349.0 466.5 7.2% 58.5 0.9% 37% False False 54,366
80 6,815.5 6,275.0 540.5 8.3% 51.0 0.8% 46% False False 40,809
100 6,815.5 6,275.0 540.5 8.3% 42.5 0.7% 46% False False 32,669
120 6,815.5 6,275.0 540.5 8.3% 37.0 0.6% 46% False False 27,227
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,801.5
2.618 6,701.0
1.618 6,639.5
1.000 6,601.5
0.618 6,578.0
HIGH 6,540.0
0.618 6,516.5
0.500 6,509.0
0.382 6,502.0
LOW 6,478.5
0.618 6,440.5
1.000 6,417.0
1.618 6,379.0
2.618 6,317.5
4.250 6,217.0
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 6,518.0 6,602.0
PP 6,513.5 6,575.0
S1 6,509.0 6,548.5

These figures are updated between 7pm and 10pm EST after a trading day.

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